Momentum Investing Article
Posted: Wed Oct 17, 2012 7:57 pm
For anyone interested, I came across this article on momentum investing with ETFs that uses weighted measures of momentum to determine allocation.
http://www.scribd.com/doc/91933741/Mome ... araldOswin
In addition, for those of you who make it to the end...is the author simply ranking the ETFs based on each of the 4 momentum determinants, then summing the weighted ranks to create the final rank?
Also, is the Return criteria more complicated than a rank of simple price appreciation?
Sorry, I'm not familiar with the code at the end.
-Plex
http://www.scribd.com/doc/91933741/Mome ... araldOswin
In addition, for those of you who make it to the end...is the author simply ranking the ETFs based on each of the 4 momentum determinants, then summing the weighted ranks to create the final rank?
Also, is the Return criteria more complicated than a rank of simple price appreciation?
Sorry, I'm not familiar with the code at the end.
-Plex